Anic Equity¶

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Total return since start: 0.605 %¶

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Equity now: -----------------------------> 49035.37 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44974.16 Kr¶

PnL: ---------------------------------------> -81.84 Kr¶

DD now: ---------------------------------> -7.69 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 09:11:01.093176'

Anic Portfolio¶

Today¶

Return: 0.332 %¶

This Week¶

Return: -0.543 %¶

Total portfolio value¶

Return including deposits: 60.529 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.380000 1667.160000 198.160000 13.490000 1468.999998
Sedana Medical 93 3.400000 2656.080000 135.080000 5.360000 2521.000011
Orrön Energy 180 3.190000 2122.200000 79.200000 3.880000 2043.000000
Hoist Finance 35 0.000000 1004.500000 24.500000 2.500000 980.000000
Atrium Ljungberg B 5 0.370000 956.000000 21.000000 2.250000 935.000000
Catena 2 1.100000 812.000000 20.000000 2.530000 792.000000
Sagax B 4 0.550000 871.600000 17.600000 2.060000 854.000000
Platzer Fastigheter Holding B 12 0.000000 969.600000 8.600000 0.890000 960.999996
Gränges 9 0.780000 935.100000 7.100000 0.770000 927.999999
Sagax A 4 0.000000 860.000000 6.000000 0.700000 854.000000
Hexatronic Group 12 0.400000 972.000000 5.000000 0.520000 966.999996
JM 6 -1.030000 868.800000 4.800000 0.560000 864.000000
Byggmax Group 33 0.690000 959.640000 3.640000 0.380000 956.000001
BioGaia B 8 -0.170000 932.800000 2.800000 0.300000 930.000000
Clas Ohlson B 12 0.120000 975.600000 2.600000 0.270000 972.999996
Biotage 7 0.000000 942.900000 1.900000 0.200000 940.999997
Bilia A 8 0.000000 900.000000 0.000000 0.000000 900.000000
AcadeMedia 8 0.000000 400.800000 -1.200000 -0.300000 402.000000
HEXPOL B 9 -1.310000 1014.300000 -6.700000 -0.660000 1020.999996
ASSA ABLOY B 3 -0.460000 772.200000 -6.800000 -0.870000 779.000001
EQT 4 -0.480000 824.000000 -8.000000 -0.960000 832.000000
SKF B 5 -0.110000 931.000000 -9.000000 -0.960000 940.000000
Alimak Group 11 0.120000 918.500000 -9.500000 -1.020000 927.999996
OX2 13 -0.280000 937.950000 -12.050000 -1.270000 949.999999
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
Nordic Waterproofing Holding 7 0.000000 943.600000 -23.400000 -2.420000 966.999999
VEF 909 0.100000 1819.820000 -30.180000 -1.630000 1850.000436
Addnode Group B 11 -2.010000 883.300000 -37.700000 -4.090000 921.000003
Latour B 4 0.050000 818.400000 -38.600000 -4.500000 857.000000
Vitec Software Group B 2 0.000000 1042.000000 -45.000000 -4.140000 1087.000000
Indutrade 5 0.470000 1166.500000 -51.500000 -4.230000 1218.000000
Bufab 3 -1.200000 1040.400000 -68.600000 -6.190000 1109.000001
Hexagon B 26 0.040000 3391.700000 -69.300000 -2.000000 3461.000010
BHG Group 97 1.150000 1370.610000 -88.390000 -6.060000 1458.999989
INVISIO 16 -0.220000 3592.000000 -97.000000 -2.630000 3689.000000
TOTAL 44974.160000 -81.840000 -7.69005% 45056.000411

Updated:¶

'2023-07-04 09:11:17.867095'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶